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~accessRights:"restricted"
~person:"Bouri, Elie"
~subject:"Arbitrage"
~subject:"Börsenkurs"
~subject:"Estimation"
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Bouri, Elie
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The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
2
Conditional quantiles and tail dependence in the volatilities of gold and silver
Bouri, Elie
;
Jalkh, Naji
- In:
International economics : a journal published by CEPII …
157
(
2019
),
pp. 117-133
Persistent link: https://www.econbiz.de/10012318694
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